CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Dec 2025 11:58 PM IST
| CRUDEOIL 14-JAN-2026 6100 CE | ||||||||||||||||
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Delta: 0.06
Vega: 1.74
Theta: -1.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 5087.00 | 14.7 | -1.5 | 40.11 | 300 | 30 | 30 | |||||||||
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| 15 Dec | 5146.00 | 10 | 0 | - | 1 | 1 | 1 | |||||||||
| 11 Dec | 5182.00 | 10 | 0 | 30.96 | 1 | 1 | 1 | |||||||||
For Crude Oil - strike price 6100 expiring on 14JAN2026
Delta for 6100 CE is 0.06
Historical price for 6100 CE is as follows
On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 14.7, which was -1.5 lower than the previous day. The implied volatity was 40.11, the open interest changed by 30 which increased total open position to 30
On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 30.96, the open interest changed by 1 which increased total open position to 1
| CRUDEOIL 14JAN2026 6100 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 5087.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 5146.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 5182.00 | 0 | 0 | - | 0 | 0 | 0 |
For Crude Oil - strike price 6100 expiring on 14JAN2026
Delta for 6100 PE is -
Historical price for 6100 PE is as follows
On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































